+1,080.1%
XLI vs GEN
+3,193.6%
-2,113.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.3% |
| 7D | +4.3% | -3.0% | +7.3% | +4.9% |
| 30D | +0.5% | +24.7% | -24.2% | -4.0% |
| 3M | -8.6% | +4.1% | -12.7% | -10.1% |
| 6M | -2.3% | +36.0% | -38.3% | -9.2% |
| YTD | +10.1% | +10.9% | -0.7% | +5.8% |
| 1Y | +11.0% | +12.2% | -1.2% | +6.4% |
| 3Y | +72.3% | +63.3% | +9.0% | +51.9% |
| 5Y | +70.8% | +29.0% | +41.8% | +55.3% |
| 10Y | +228.7% | +147.5% | +81.2% | +150.6% |
| All | +1,080.1% | +3,193.6% | -2,113.5% | +480.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling